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~isPartOf:"Applied economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Cheung, Yin-Wong"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~subject:"Börsenkurs"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"volatility forecasting"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Börsenkurs
Developing countries
Großbritannien
Inflationsrate
Long memory
Schätzung
Volatility
volatility forecasting
Estimation
47
Time series analysis
31
Zeitreihenanalyse
31
USA
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United States
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fractional integration
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China
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OECD countries
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61
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Bahmani-Oskooee, Mohsen
Cheung, Yin-Wong
Gil-Alaña, Luis A.
Gong, Xu
Ma, Feng
Tiwari, Aviral Kumar
Chang, Tsangyao
36
Caporale, Guglielmo Maria
17
Su, Chi-Wei
17
Gupta, Rangan
16
Afonso, António
12
Kanas, Angelos
11
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Huang, Ho-chuan
8
Pierdzioch, Christian
8
Ryu, Doojin
8
Sosvilla-Rivero, Simón
8
Apergēs, Nikolaos
7
Hamori, Shigeyuki
7
Lee, Chia-hao
7
Liu, Wen-chi
7
Lu, Yang-cheng
7
Schaub, Mark
7
Wohar, Mark E.
7
Yoon, Gawon
7
Chong, Terence Tai-Leung
6
Herzer, Dierk
6
Jawadi, Fredj
6
McMillan, David G.
6
Narayan, Paresh Kumar
6
Salisu, Afees A.
6
Wagner, Joachim
6
Cook, Steven
5
Demirer, Rıza
5
Goel, Rajeev K.
5
Grobys, Klaus
5
Hassan, M. Kabir
5
Hsing, Yu
5
Hudson, Robert
5
Jalles, João Tovar
5
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Applied economics letters
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Applied economics
60
Energy economics
51
Finance research letters
21
Economic modelling
19
International review of economics & finance : IREF
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International review of financial analysis
17
Research in international business and finance
17
Economic systems
14
Empirica : journal of european economics
14
Journal of economics and finance
12
Journal of economic development
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The journal of developing areas
9
Applied economics quarterly
8
Economics letters
8
International economic journal
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
8
International review of applied economics
8
Journal of economic studies
8
Journal of international money and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Australian economic papers
7
Economic issues
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Global economy journal : GEJ
7
Journal of forecasting
7
Computational economics
6
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
6
Journal of risk and financial management : JRFM
6
Review of international economics
6
The empirical economics letters : a monthly international journal of economics
6
The International trade journal
5
Applied financial economics
4
Economic change & restructuring
4
Emerging markets, finance and trade : EMFT
4
Journal of international financial markets, institutions & money
4
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ECONIS (ZBW)
61
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61
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Asymmetric effects of exchange rate volatility on trade flows : evidence from G7
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10014227689
Saved in:
3
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
4
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
5
Is there J-curve effect in the US service trade? : evidence from asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3865-3875
Persistent link: https://www.econbiz.de/10014429193
Saved in:
6
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
7
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
8
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
9
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
10
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
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